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Please with process Assume CAPM holds. The risk-free rate in the economy is 2%. The market expected return equals 7% and market volatility 40%. Portfolio

Please with process

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Assume CAPM holds. The risk-free rate in the economy is 2%. The market expected return equals 7% and market volatility 40%. Portfolio A lies on Capital Market Line and has expected return of 9%. What is the volatility of portfolio A? What is the Sharpe ratio of portfolio A? Can you determine if there are other portfolios in this economy with the same Sharpe ratio of portfolio A

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